Anic Equity

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Total return since start: 0.555 %

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Equity now: -----------------------------> 47492.34 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46097.49 Kr

PnL: ---------------------------------------> -791.08 Kr

DD now: ---------------------------------> -2.339 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-13 16:41:45.159201'

Anic Portfolio

Today

Return: -0.794 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

This Week

Return: -1.383 %

Total

Return: 55.478 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	-2.730000	3151.200000	180.200000	6.070000	2971.000006
HEBA B	70	-1.500000	2754.500000	118.500000	4.500000	2636.000010
Samhällsbyggnadsbo. i Norden B	20	0.280000	426.600000	71.600000	20.170000	355.000000
Corem Property Group B	59	-2.150000	643.690000	66.690000	11.560000	576.999999
HMS Networks	2	-0.670000	710.800000	37.800000	5.620000	673.000000
FM Mattsson Mora Group B	50	1.720000	2950.000000	23.000000	0.790000	2927.000000
Coor Service Management Hold.	8	0.590000	547.600000	15.600000	2.930000	532.000000
Samhällsbyggnadsbo. i Norden D	12	1.690000	259.920000	13.920000	5.660000	246.000000
Eastnine	4	-1.260000	503.200000	12.200000	2.480000	491.000000
Resurs Holding	22	0.340000	585.640000	11.640000	2.030000	573.999998
OEM International B	7	-1.910000	538.300000	10.300000	1.950000	527.999997
Norva24 Group	16	-4.220000	551.680000	8.680000	1.600000	543.000000
Karnov Group	9	2.540000	544.500000	8.500000	1.590000	536.000004
Midsona B	63	-2.400000	590.310000	7.310000	1.250000	582.999984
Intrum	4	-0.670000	532.400000	5.400000	1.020000	527.000000
Essity A	4	0.350000	1154.000000	5.000000	0.440000	1149.000000
Boozt	12	1.690000	1658.400000	4.400000	0.270000	1653.999996
Creaspac SPAC	6	0.520000	580.200000	3.200000	0.550000	577.000002
Essity B	2	-0.520000	577.000000	3.000000	0.520000	574.000000
AcadeMedia	12	0.690000	558.720000	1.720000	0.310000	557.000004
Handelsbanken A	5	-1.890000	546.500000	0.500000	0.090000	546.000000
MedCap	2	-2.330000	420.000000	-1.000000	-0.240000	421.000000
Fastighetsbolag. Emilshus Pref	21	-3.610000	560.700000	-1.300000	-0.230000	562.000005
Swedbank A	3	-1.580000	561.150000	-2.850000	-0.510000	564.000000
Securitas B	6	-0.570000	563.760000	-6.240000	-1.090000	570.000000
Nordea Bank Abp	29	-1.350000	3444.040000	-9.960000	-0.290000	3453.999992
CTEK	13	0.840000	517.400000	-16.600000	-3.110000	533.999999
International Petroleum Corp.	5	1.460000	520.000000	-74.570000	-12.540000	594.565215
Vivesto	1368	-4.100000	530.780000	-82.220000	-13.410000	612.999432
SAAB B	8	-0.730000	3276.000000	-101.000000	-2.990000	3377.000000
Sampo Oyj SDB	7	-0.830000	3745.000000	-105.000000	-2.730000	3850.000000
OX2	18	0.350000	1549.800000	-114.200000	-6.860000	1663.999992
Axfood	13	-0.510000	3560.700000	-195.300000	-5.200000	3756.000001
Fasadgruppen Group	35	-1.770000	3493.000000	-318.000000	-8.340000	3810.999990
Ovzon	52	-1.200000	2990.000000	-372.000000	-11.060000	3361.999992
TOTAL			46097.490000	-791.080000	-2.3392%	46888.564618

Updated:

'2023-01-13 16:41:57.857104'

None

Last optimization/rebalancing:

'2022-12-04'

Next optimization/rebalancing:

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.